On kernel method for sliced average variance estimation

DOI10.1016/j.jmva.2006.11.005zbMath1113.62044OpenAlexW2064546042MaRDI QIDQ2372139

Li-ping Zhu, Li Xing Zhu

Publication date: 11 July 2007

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2006.11.005

zbMATH Keywords

asymptotic normalitykernel estimationdimension reductionbandwidth selectionsliced average variance estimationsliced inverse regressionslicing estimation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) General nonlinear regression (62J02)

Related Items (30)

Recursive kernel estimator in a semiparametric regression model ⋮ Dimension reduction with missing response at random ⋮ Penalized Weighted Variance Estimate for Dimension Reduction ⋮ A data-adaptive hybrid method for dimension reduction ⋮ On Distribution-Weighted Partial Least Squares with Diverging Number of Highly Correlated Predictors ⋮ Supervised invariant coordinate selection ⋮ Variable importance assessment in sliced inverse regression for variable selection ⋮ Metric Learning via Cross-Validation ⋮ Sufficient dimension reduction in regressions through cumulative Hessian directions ⋮ Variable-dependent partial dimension reduction ⋮ Strong consistency of kernel method for sliced average variance estimation ⋮ Generalized kernel-based inverse regression methods for sufficient dimension reduction ⋮ Multi-type insurance claim processes with high-dimensional covariates ⋮ Mean response estimation with missing response in the presence of high-dimensional covariates ⋮ Variable selection in a class of single-index models ⋮ On spline approximation of sliced inverse regression ⋮ Dimension Reduction in Regressions through Weighted Variance Estimation ⋮ A sparse eigen-decomposition estimation in semiparametric regression ⋮ Model-based SIR for dimension reduction ⋮ Dimension reduction in spatial regression with kernel SAVE method ⋮ On splines approximation for sliced average variance estimation ⋮ A graphical tool for selecting the number of slices and the dimension of the model in SIR and SAVE approaches ⋮ On hybrid methods of inverse regression-based algorithms ⋮ Bayesian inverse regression for supervised dimension reduction with small datasets ⋮ Advanced topics in sliced inverse regression ⋮ Surrogate space based dimension reduction for nonignorable nonresponse ⋮ Dimension reduction based on weighted variance estimate ⋮ Computational Outlier Detection Methods in Sliced Inverse Regression ⋮ Smoothed average variance estimation for dimension reduction with functional data ⋮ On the extension of sliced average variance estimation to multivariate regression

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